Blogs

Posts and notes on causal inference, econometrics, machine learning, and statistical programming.

I made most of my blogs into my book Topics on Econometrics and Causal Inference. These are the older blogs.

Decorative header image: the Earth at night seen from orbit, city lights scattered across the continents

Gender Wage Gap Analysis Using US Current Population Survey Data

R
code
analysis

Oaxaca-Blinder decomposition of the US gender wage gap, and its equivalence to a regression adjustment estimator following Słoczyński (2015).

Nov 17, 2025
Xiang Ao
Decorative header image: the Earth at night seen from orbit, city lights scattered across the continents

More on Correlated Random Effects (CRE)

news
code
analysis

Correlated random effects for linear and binary-outcome panel models, comparing the Mundlak and Chamberlain devices with fixed effects and conditional logit.

Nov 11, 2025
Xiang Ao

Posterior predictive FVC trajectories for a sample of patients, with credible bands

Using NumPyro

R
python
code
analysis

A Bayesian hierarchical linear regression fitted with NumPyro, compared against a frequentist random-effects model estimated with lme4.

Oct 17, 2025
Xiang Ao

Cumulative gain curves comparing uplift random forest variants against a random targeting baseline

Uplift Modeling in Python

python
code
analysis

Uplift modeling with causalml, framed as conditional average treatment effect estimation.

Oct 10, 2025
Xiang Ao

Directed acyclic graph with covariates X, treatment A, and outcome Y

Causal Simulation

news
code
analysis

Simulating data from a specified causal model using the frugal parameterization of Evans and Didelez (2024), with worked examples in the causl package.

Oct 1, 2025
Xiang Ao

Directed acyclic graph for a two-period longitudinal setting with time-varying treatment and confounding

Longitudinal Modified Treatment Policies (LMTP)

R
code
analysis

Modified treatment policies for continuous and time-varying treatments, with TMLE and sequentially doubly robust estimation using the lmtp package.

Aug 23, 2025
Xiang Ao
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